+2,739.2%
DXCM vs CAKE
+322.4%
+2,416.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.4% | +1.5% |
| 7D | +4.9% | +2.5% | +2.5% | +4.1% |
| 30D | -0.2% | -3.1% | +2.9% | +0.9% |
| 3M | -8.9% | -2.2% | -6.7% | -8.7% |
| 6M | +42.3% | +94.1% | -51.8% | +13.7% |
| YTD | +25.6% | +119.4% | -93.9% | -4.1% |
| 1Y | +39.5% | +141.4% | -101.8% | +3.1% |
| 3Y | -15.3% | +273.6% | -288.8% | -47.5% |
| 5Y | -48.4% | +177.7% | -226.1% | -66.2% |
| 10Y | +411.4% | +131.9% | +279.5% | +186.1% |
| All | +2,739.2% | +322.4% | +2,416.8% | +638.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAKE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling